FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING--7: COMPLEX OPERATORS AND MIN-MAX VARIATION
Abstract
Previous papers have applied the functional equation approach of dynamic programming to the study of variational problems associated with the Sturm-Liouville equation of second order with real coefficients. In this way, it was possible to obtain the dependence of the Green's function upon the interval length. From this was obtained the corresponding dependence of the characteristic values and the characteristic functions, and similar results for vector-matrix systems. To apply the same general techniques to the study of equations with complex coefficients, min-max variation was used. It is shown that this method can be applied rigorously.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1960
- Accession Number
- AD0654634
Entities
People
- R. Sherman Lehman
- Richard E. Bellman
Organizations
- RAND Corporation